Yasa Syed, Guanyang Wang. Optimal randomized multilevel Monte Carlo for repeatedly nested expectations. In Andreas Krause 0001, Emma Brunskill, KyungHyun Cho, Barbara Engelhardt, Sivan Sabato, Jonathan Scarlett, editors, International Conference on Machine Learning, ICML 2023, 23-29 July 2023, Honolulu, Hawaii, USA. Volume 202 of Proceedings of Machine Learning Research, pages 33343-33364, PMLR, 2023. [doi]
Abstract is missing.